碩士 / 國立高雄海洋科技大學 / 航運管理研究所 / 96 / In recent years, concept of risk management applies to understand risk and measurement and carry on decision becomes important. The priority to analyzing shipping finance is to make a fit model and probability distribution to minimize residuals. This study examines the Value at Risk and Condition Value at Risk on four standards type of bulk carrier about volatilities and returns on hire rates to carries on goodness fit model and suitable probability. This research uses the concept of Value at Risk (VaR) and the method quantitative as a tool, Chi-Square and Kolmogorov-smirnov tests are used in this study. This research find that the Student’s t is the best model to get the goodness fit distribution of hire rates on returns and volatility under a 95% confidence level. The Capesize hire rates on the value at risk and condition value at risk is the highest than the Panamax, Handymax and Handsize.
| Identifer | oai:union.ndltd.org:TW/095NKIM8301005 |
| Date | January 2008 |
| Creators | Chen Yi-Ping, 陳依平 |
| Contributors | Ching Chih Chang, PH.D., Chao-Ching Cheng, PH.D., 張瀞之, 趙清成 博士 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 69 |
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